Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51735.57 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48536.51 Kr¶

PnL: ---------------------------------------> -551.06 Kr¶

DD now: ---------------------------------> -0.402 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:16:08.394276'

Anic Portfolio¶

Today¶

Return: 0.187 %¶

This Week¶

Return: 8.855 %¶

Total¶

Return: 69.369 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.440000 805.200000 132.200000 19.640000 673.000000
Nordea Bank Abp 29 0.800000 3560.040000 106.040000 3.070000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.360000 3463.200000 86.200000 2.550000 3377.000000
Swedbank A 3 2.200000 614.400000 50.400000 8.940000 564.000000
Resurs Holding 22 1.010000 617.540000 43.540000 7.590000 573.999998
AcadeMedia 12 1.420000 599.760000 42.760000 7.680000 557.000004
MedCap 2 -1.730000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.820000 386.800000 31.800000 8.960000 355.000000
Intrum 4 2.520000 553.000000 26.000000 4.930000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.260000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 1.850000 582.600000 12.600000 2.210000 570.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.560000 4.560000 1.850000 246.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.210000 545.400000 -0.600000 -0.110000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.200000 559.650000 -2.350000 -0.420000 562.000005
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Boozt 12 1.250000 1651.200000 -2.800000 -0.170000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.600000 512.850000 -21.150000 -3.960000 533.999999
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -1.100000 539.400000 -34.600000 -6.030000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -1.080000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 4.100000 1842.500000 -146.500000 -7.370000 1989.000002
Axfood 15 -3.460000 3894.000000 -406.000000 -9.440000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48536.510000 -551.060000 -0.40199% 49087.564636

Updated:¶

'2023-02-01 11:16:21.364830'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶